Dimitris Bertsimas, Vishal Gupta, Nathan Kallus. Data-driven robust optimization. Math. Program., 167(2):235-292, 2018. [doi]
@article{BertsimasGK18,
title = {Data-driven robust optimization},
author = {Dimitris Bertsimas and Vishal Gupta and Nathan Kallus},
year = {2018},
doi = {10.1007/s10107-017-1125-8},
url = {https://doi.org/10.1007/s10107-017-1125-8},
researchr = {https://researchr.org/publication/BertsimasGK18},
cites = {0},
citedby = {0},
journal = {Math. Program.},
volume = {167},
number = {2},
pages = {235-292},
}